+124.8%
AAPL vs TTMI
+798.2%
-673.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.8% |
| 7D | -0.5% | +6.0% | -6.5% | -1.4% |
| 30D | +7.1% | -6.4% | +13.5% | +7.6% |
| 3M | +12.1% | -28.9% | +41.0% | +15.8% |
| 6M | +25.4% | +26.9% | -1.4% | +14.5% |
| YTD | +20.5% | +77.3% | -56.9% | +0.9% |
| 1Y | +44.5% | +147.5% | -103.0% | +9.5% |
| 3Y | +85.8% | +847.6% | -761.9% | -6.9% |
| 5Y | +124.8% | +802.2% | -677.5% | +12.9% |
| All | +124.8% | +798.2% | -673.5% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TTMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling